ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 07-Sep-2023

Day Change Summary
	Previous	Current
	06-Sep-2023	07-Sep-2023	Change	Change %	Previous Week
Open	110-090	110-090	0-000	0.0%	110-230
High	110-090	110-215	0-125	0.4%	111-220
Low	110-090	110-090	0-000	0.0%	110-215
Close	110-090	110-155	0-065	0.2%	111-055
Range	0-000	0-125	0-125		1-005
ATR	0-127	0-127	0-000	-0.1%	0-000
Volume	0	2	2		33

Daily Pivots for day following 07-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-208	111-147	110-224
R3	111-083	111-022	110-189
R2	110-278	110-278	110-178
R1	110-217	110-217	110-166	110-248
PP	110-153	110-153	110-153	110-169
S1	110-092	110-092	110-144	110-122
S2	110-028	110-028	110-132
S3	109-223	109-287	110-121
S4	109-098	109-162	110-086

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-072	113-228	111-234
R3	113-067	112-223	111-144
R2	112-062	112-062	111-115
R1	111-218	111-218	111-085	111-300
PP	111-057	111-057	111-057	111-098
S1	110-213	110-213	111-025	110-295
S2	110-052	110-052	110-315
S3	109-047	109-208	110-286
S4	108-042	108-203	110-196

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-220	110-090	1-130	1.3%	0-069	0.2%	14%	False	True	7
10	111-220	110-090	1-130	1.3%	0-064	0.2%	14%	False	True	3
20	111-315	110-030	1-285	1.7%	0-036	0.1%	21%	False	False	1
40	114-100	110-030	4-070	3.8%	0-025	0.1%	9%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-002
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112-106
2.618	111-222
1.618	111-097
1.000	111-020
0.618	110-292
HIGH	110-215
0.618	110-167
0.500	110-152
0.382	110-138
LOW	110-090
0.618	110-013
1.000	109-285
1.618	109-208
2.618	109-083
4.250	108-199

Fisher Pivots for day following 07-Sep-2023
Pivot	1 day	3 day
R1	110-154	110-154
PP	110-153	110-153
S1	110-152	110-152

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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